Anic Equity¶

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Total return since start: 0.627 %¶

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Equity now: -----------------------------> 49687.63 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43639.46 Kr¶

PnL: ---------------------------------------> -1236.12 Kr¶

DD now: ---------------------------------> -6.462 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:15:23.964435'

Anic Portfolio¶

Today¶

Return: 0.223 %¶

This Week¶

Return: -2.096 %¶

Total portfolio value¶

Return including deposits: 62.665 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.030000 1515.100000 92.100000 6.470000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.770000 918.000000 6.000000 0.660000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.040000 988.400000 -4.600000 -0.460000 993.000000
OX2 12 -0.730000 900.000000 -9.000000 -0.990000 909.000000
Biotage 1 -3.170000 137.500000 -11.500000 -7.720000 149.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
JM 7 -0.670000 933.800000 -16.200000 -1.710000 950.000002
Atrium Ljungberg B 5 -0.730000 887.500000 -16.500000 -1.830000 904.000000
Gränges 10 0.390000 1022.000000 -17.000000 -1.640000 1039.000000
AcadeMedia 20 -0.990000 960.400000 -17.600000 -1.800000 978.000000
BioGaia B 8 0.640000 885.600000 -18.400000 -2.040000 904.000000
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Bufab 3 -0.230000 1057.200000 -18.800000 -1.750000 1076.000001
Latour B 4 -1.510000 835.200000 -20.800000 -2.430000 856.000000
SKF B 5 1.030000 958.250000 -21.750000 -2.220000 980.000000
Investor B 3 -0.260000 636.000000 -22.000000 -3.340000 657.999999
Sandvik 4 0.640000 823.600000 -24.400000 -2.880000 848.000000
Addnode Group B 7 -0.950000 879.200000 -25.800000 -2.850000 904.999998
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Byggmax Group 33 -0.210000 933.900000 -33.100000 -3.420000 966.999990
Hexatronic Group 15 -1.060000 1033.500000 -37.500000 -3.500000 1071.000000
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
Sagax B 4 -3.000000 842.000000 -43.000000 -4.860000 885.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.500000 828.000000 -45.000000 -5.150000 873.000000
HEXPOL B 8 -3.140000 912.000000 -45.000000 -4.700000 957.000000
Sagax A 4 -3.670000 840.000000 -46.000000 -5.190000 886.000000
Orrön Energy 170 -2.770000 1997.500000 -48.500000 -2.370000 2045.999980
Platzer Fastigheter Holding B 12 -1.590000 894.000000 -57.000000 -5.990000 951.000000
Catena 2 -1.480000 745.200000 -60.800000 -7.540000 806.000000
Hexagon B 26 -0.850000 3355.300000 -64.700000 -1.890000 3420.000012
VEF 788 -0.260000 1807.670000 -95.330000 -5.010000 1903.000300
Sedana Medical 93 2.900000 2639.340000 -344.240000 -11.540000 2983.577733
TOTAL 43639.460000 -1236.120000 -6.46216% 44875.578016

Updated:¶

'2023-06-21 10:15:40.393063'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶